Senior/Junior Liquidity Risk Management - Hà Nội - TA107

1. Daily work.

• Execute the ICAAP/ILAAP (liquidity stress test) on semi-annual basis: continuously enhance the methodology to estimate the impact of scenario on balance sheet, capital and liquidity position.

• Execute the Liquidity ratios following Basel 3 (LCR/NSFR)

•  Analysis & Liquidity & IRRBB risk reports on monthly basic

• Operation engine calculation: Liquidity/IRRBB/ EIR….

• Forecast and setup liquidity ratios limit.

2.  Liquidity models and measurements

• Update/monitor and maintain the business requirement document of Liquidity & IRRBB report, EIR-IFRS9; In charge of testing the accuracy of these engines.

• Develop risk metrics, tools (LCR, NSFR…) for Liquidity

• Develop measurement for IRRBB (earning at risk, economic at risk…)

Professional qualification: 

• Graduate university or higher level on major Finance – Banking, Economics; Econometrics and other related majors. 
• FRM or CFA certificate is plus.

Experience: 

• Have at least 1-3 year experience on working Market and/ or liquidity risk management
• Have strong background on Econometrics and quantitative risk models (VaR, ES….) is a plus

Skills: 

• Proficient in computer skills, especially Excel and SQL; 
• Fluent user in English speaking, writing, reading and listening; 
• Strong communication skills, team-working skills and problem solving skills; 

     Benefits:

• Competitive salary and bonus package
• Staff loan with special interest rates
• Traing courses based on the job, Training framework/Learning RoadMap for each position
• Insurance in accordance with Labor laws + VPBank Care insurance for all employees. (insurance covered for family members for entitled employees);
• Annual leave (varied based on job grade)
• Travel allowance
• A dynamic and friendly working environment, full of great opportunities to develop your career and abundant interesting activities to join (Sports competitions, talent contests, teambuilding…)
• Working time: from Monday to Friday & 2 Saturday mornings/month